-64.1%
OUST vs EFV
+143.3%
-207.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.4% | +15.4% | +16.3% |
| 7D | +17.0% | -0.7% | +17.7% | +18.7% |
| 30D | -16.5% | +0.9% | -17.4% | -17.4% |
| 3M | -23.7% | -3.6% | -20.1% | -18.6% |
| 6M | +18.4% | +2.5% | +15.8% | +16.3% |
| YTD | +60.8% | +13.2% | +47.6% | +36.0% |
| 1Y | +44.2% | +20.3% | +23.9% | +11.2% |
| 3Y | +668.1% | +84.9% | +583.2% | +220.7% |
| 5Y | -48.8% | +87.7% | -136.6% | -79.6% |
| All | -64.1% | +143.3% | -207.4% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling